Dear,

how I can see variance decomposition for different periods?

For instance, I need to to obtain the variance decomposition for, say, 4, 10 and 20 periods ahead. I try to program in the following way:

stoch_simul(irf=4) var1 var2 var3;

stoch_simul(irf=10) var1 var2 var3;

stoch_simul(irf=20) var1 var2 var3;

but I get the same numbers for the three cases. What is the way to do it right?

Many thanks in advance!

Hi,

thatâ€™s normal you get the same results because for now, Dynare can only compute the variance decomposition for infinite horizons.

Best

Thanks a lot for your answer!

Do you know any possible way to compute the var. decomposition for different horizons? Any program for Matlab?